Information about:
Charles Sutcliffe

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Affiliation

• ICMA Centre for Financial Markets
  Henley Business School
  University of Reading

  Location: Reading, United Kingdom
  Homepage: http://www.icmacentre.rdg.ac.uk/
  Email:
  Phone: +44 (0)118 378 8239
  Fax: +44 (0)118 931 4741
  Postal: Whiteknights Park, PO Box 242, Reading, RG6 6BA
  Handle: RePEc:edi:isrdguk (registered authors at this institution)

Working papers

1. Charles Sutcliffe, 2007. "Should Defined Benefit Pension Schemes be Career Average or Final Salary?," ICMA Centre Discussion Papers in Finance icma-dp2007-06, Henley Business School, Reading University. [Downloadable!]

2. Fei Chen & Charles Sutcliffe, 2007. "Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features," ICMA Centre Discussion Papers in Finance icma-dp2007-04, Henley Business School, Reading University. [Downloadable!]

3. Charles Sutcliffe, 2005. "Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria," ICMA Centre Discussion Papers in Finance icma-dp2005-09, Henley Business School, Reading University. [Downloadable!]

4. John Board & Alfonso Dufour & Charles Sutcliffe & Stephen Wells, 2005. "A False Perception? The relative riskiness of AIM and listed Stocks," ICMA Centre Discussion Papers in Finance icma-dp2006-01, Henley Business School, Reading University. [Downloadable!]

5. John Board & Charles Sutcliffe, 2005. "Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate," ICMA Centre Discussion Papers in Finance icma-dp2005-11, Henley Business School, Reading University. [Downloadable!]

6. Stephen Wells & Charles Sutcliffe & John Board, 2002. "Market Regulation in a Dynamic Environment," FMG Special Papers sp144, Financial Markets Group. [Downloadable!] (restricted)

7. Sun, P. & Sutcliffe, C., 2001. "Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options," Papers 01-177, University of Southampton - Department of Accounting and Management Science.

8. Bennell, J. & Sutcliffe, C., 2000. "Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options," Papers 00-156, University of Southampton - Department of Accounting and Management Science.

9. Board, J. & Sutcliffe, C. & Ziemba, W., 1999. "The Application of Operations Research Techniques to Financial Markets," Papers 99-147, University of Southampton - Department of Accounting and Management Science.

10. Zacharatos, N. & Sutcliffe, C., 1999. "Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data," Papers 99-151, University of Southampton - Department of Accounting and Management Science.

11. Board, J. & Sutcliffe, C., 1996. "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers 96-126, University of Southampton - Department of Accounting and Management Science.

12. Board, J. & Sutcliffe, C., 1995. "The Performance of Covered Calls and Protective Puts," Papers 105, University of Southampton - Department of Accounting and Management Science.

13. Beattie, V. & Casson, P. & Dale, R. & McKenzie, G. & Sutcliffe, C. & Turner, M., 1994. "Loan Loss Provision by International Banks: Estimation, Determinants and Evidence," Papers 94-90, University of Southampton - Department of Accounting and Management Science.

14. Board, J. & Sutcliffe, C., 1993. "The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk," Papers 93-76, University of Southampton - Department of Accounting and Management Science.

1. Sutcliffe, Charles, 2005. "The cult of the equity for pension funds: should it get the boot?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(01), pages 57-85, March. [Downloadable!]

2. John Board & Gleb Sandmann & Charles Sutcliffe, 2001. "The Effect of Futures Market Volume on Spot Market Volatility," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 28(7&8), pages 799-819. [Downloadable!] (restricted)

3. John Board & Charles Sutcliffe & Anne Vila, 2000. "Market Maker Performance: The Search for Fair Weather Market Makers," Journal of Financial Services Research, Springer, vol. 17(3), pages 259-276, September. [Downloadable!] (restricted)

4. J. Board, C. Sutcliffe, E. Patrinos, 2000. "The performance of covered calls," European Journal of Finance, Taylor and Francis Journals, vol. 6(1), pages 1-17, March. [Downloadable!] (restricted)

5. John Board & Charles Sutcliffe, 2000. "The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(7&8), pages 887-909. [Downloadable!] (restricted)

6. John Board & Charles Sutcliffe, 1996. "Trade Transparency and the London Stock Exchange," European Financial Management, Blackwell Publishing Ltd, vol. 2(3), pages 355-365. [Downloadable!] (restricted)

7. Sinclair, M Thea & Sutcliffe, Charles, 1989. "Truncated Income Multipliers and Local Income Generation over Time," Applied Economics, Taylor and Francis Journals, vol. 21(12), pages 1621-30, December.

8. Sinclair, M Thea & Sutcliffe, Charles, 1988. "The Estimation of Keynesian Income Multipliers at the Sub-national Level," Applied Economics, Taylor and Francis Journals, vol. 20(11), pages 1435-44, November.

9. C M S Sutcliffe & J L G Board, 1986. "Designing secondary school catchment areas using goal programming," Environment and Planning A, Pion Ltd, London, vol. 18(5), pages 661-675, May. [Downloadable!] (restricted)

10. Sinclair, M Thea & Sutcliffe, Charles M S, 1983. "Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension," Scottish Journal of Political Economy, Scottish Economic Society, vol. 30(3), pages 275-86, November.

11. Sinclair, M Thea & Sutcliffe, Charles M S, 1982. "Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 44(4), pages 321-38, November.

12. Sutcliffe, C M S & Sinclair, M T, 1980. "The Measurement of Seasonality within the Tourist Industry: An Application to Tourist Arrivals in Spain," Applied Economics, Taylor and Francis Journals, vol. 12(4), pages 429-41, December.

13. Sinclair, M Thea & Sutcliffe, Charles M S, 1978. "The First Round of the Keynesian Regional Income Multiplier," Scottish Journal of Political Economy, Scottish Economic Society, vol. 25(2), pages 177-86, June.

This page was last updated on 2009-10-27.